Will complaining about a business backfire to me?

I am an international student in United States, my visa doesn't allow me to work inside US, and not only me but none of the internationals students can work. But nevertheless, we work, there are a lot of under the table jobs which hopefully comes with no surprise. Every student I ever encountered is doing jobs in cash.

I worked in a 7-eleven in New Jersey, 2 months ago. The manager is not giving me my money, he said that he will bank transfer it to me but now he blocked my number and everything. He threatened to call the police on me before blocking me. I am frustrated and don't know what to do. I have no money to my name and it is a big sum as well.

I want to complaint to Immigration and custom office about the business giving jobs illegally, but I am too scared that it will bite me back. What do you think is the right thing to do now? Please help